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  "Title": "Mixed-Frequency GARCH Models",
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  "Description": "Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models\n(Engle, Ghysels, Sohn, 2013, <doi:10.1162/REST_a_00300>) and\nrelated statistical inference, accompanying the paper \"Two are\nbetter than one: Volatility forecasting using multiplicative\ncomponent GARCH models\" by Conrad and Kleen (2020,\n<doi:10.1002/jae.2742>). The GARCH-MIDAS model decomposes the\nconditional variance of (daily) stock returns into a short- and\nlong-term component, where the latter may depend on an\nexogenous covariate sampled at a lower frequency.",
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